The Use of Artificial Neural Network for Forecasting of FTSE Bursa Malaysia KLCI Stock Price Index
Stock forecasting has become an issue of interest in financial market. There are many prediction techniques have been reported in stock prediction. Artificial Neural Networks are viewed as one of the more suitable technique for prediction model. In this paper, an experiment on the forecasting of the...
| Main Authors: | , , |
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| Format: | Conference or Workshop Item |
| Language: | English |
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2013
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| Online Access: | http://umpir.ump.edu.my/id/eprint/5189/ http://umpir.ump.edu.my/id/eprint/5189/1/ICSECS-2013_Ardiansyah_Soleh.pdf |
| _version_ | 1848817554879938560 |
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| author | Ardiansyah, Soleh Mazlina, Abdul Majid Jasni, Mohamad Zain |
| author_facet | Ardiansyah, Soleh Mazlina, Abdul Majid Jasni, Mohamad Zain |
| author_sort | Ardiansyah, Soleh |
| building | UMP Institutional Repository |
| collection | Online Access |
| description | Stock forecasting has become an issue of interest in financial market. There are many prediction techniques have been reported in stock prediction. Artificial Neural Networks are viewed as one of the more suitable technique for prediction model. In this paper, an experiment on the forecasting of the FTSE Bursa Malaysia Stock Index was conducted to investigate the influence of neural network’s architecture on prediction performance by using multilayer perceptron with Levenberg Marquardt training algorithm. The result show FTSE8 and FTSE9 model achieves closer prediction of the actual value than other models |
| first_indexed | 2025-11-15T01:23:37Z |
| format | Conference or Workshop Item |
| id | ump-5189 |
| institution | Universiti Malaysia Pahang |
| institution_category | Local University |
| language | English |
| last_indexed | 2025-11-15T01:23:37Z |
| publishDate | 2013 |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | ump-51892018-05-21T01:49:53Z http://umpir.ump.edu.my/id/eprint/5189/ The Use of Artificial Neural Network for Forecasting of FTSE Bursa Malaysia KLCI Stock Price Index Ardiansyah, Soleh Mazlina, Abdul Majid Jasni, Mohamad Zain QA76 Computer software Stock forecasting has become an issue of interest in financial market. There are many prediction techniques have been reported in stock prediction. Artificial Neural Networks are viewed as one of the more suitable technique for prediction model. In this paper, an experiment on the forecasting of the FTSE Bursa Malaysia Stock Index was conducted to investigate the influence of neural network’s architecture on prediction performance by using multilayer perceptron with Levenberg Marquardt training algorithm. The result show FTSE8 and FTSE9 model achieves closer prediction of the actual value than other models 2013-08-20 Conference or Workshop Item PeerReviewed application/pdf en http://umpir.ump.edu.my/id/eprint/5189/1/ICSECS-2013_Ardiansyah_Soleh.pdf Ardiansyah, Soleh and Mazlina, Abdul Majid and Jasni, Mohamad Zain (2013) The Use of Artificial Neural Network for Forecasting of FTSE Bursa Malaysia KLCI Stock Price Index. In: 3rd International Conference on Software Engineering & Computer Systems (ICSECS 2013) , 20-22 August 2013 , Kuantan, Pahang. pp. 1-9.. (Unpublished) (Unpublished) |
| spellingShingle | QA76 Computer software Ardiansyah, Soleh Mazlina, Abdul Majid Jasni, Mohamad Zain The Use of Artificial Neural Network for Forecasting of FTSE Bursa Malaysia KLCI Stock Price Index |
| title | The Use of Artificial Neural Network for Forecasting of FTSE Bursa Malaysia KLCI Stock Price Index |
| title_full | The Use of Artificial Neural Network for Forecasting of FTSE Bursa Malaysia KLCI Stock Price Index |
| title_fullStr | The Use of Artificial Neural Network for Forecasting of FTSE Bursa Malaysia KLCI Stock Price Index |
| title_full_unstemmed | The Use of Artificial Neural Network for Forecasting of FTSE Bursa Malaysia KLCI Stock Price Index |
| title_short | The Use of Artificial Neural Network for Forecasting of FTSE Bursa Malaysia KLCI Stock Price Index |
| title_sort | use of artificial neural network for forecasting of ftse bursa malaysia klci stock price index |
| topic | QA76 Computer software |
| url | http://umpir.ump.edu.my/id/eprint/5189/ http://umpir.ump.edu.my/id/eprint/5189/1/ICSECS-2013_Ardiansyah_Soleh.pdf |